Senior Director of Modeling/Greenville SC

Senior Director of Modeling
Salary to $150K Plus Bonus
Greenville
SC
Relocation Assistance Available
Must be Able to Work in the US Without Sponsorship

Our client is an up and coming automotive subprime lending company, providing financing to both franchised and independent auto dealerships throughout the United States.  They are an entrepreneurial company in a high growth phase and have a unique focus on analytics as part of their business strategy.  There is great opportunity for professional growth as they continue their expansion into new geographic markets and new product offerings.

The Senior Director of Statistical Modeling will contribute to the ability to successfully compete in a sophisticated auto lending marketplace by leading statistical modeling initiatives and projects, conducting hands-on analysis, and building and developing a highly capable statistical modeling team.

Responsibilities:

·         Shape and drive statistical modeling initiatives across all operational areas from originations to servicing.

·         Lead originations credit scorecard construction, implementation, monitoring, and modification initiatives. Example duties:

o        Master design (sample, modeling and validation approaches, development toolset, auto competitor/market considerations and effects of censoring, etc.).

o        Required data needs, resources, vendor agreements, business case.

o        Credit bureau data custom characteristics development.

o        External data source identification, evaluation, purchase and usage decisions.

o        Insights from Underwriter QA reviews feedback loops; modifications over time.

o        Integrated usage with existing decision algorithms, credit policy rule-sets, application- and deal-characteristics, and pricing, and judgmental rule overlays.

o        Stability and performance monitoring metrics, reports, triggers.

o        Modeling and monitoring credit governance development.

·         Partner with the originations and collections analytics and operations teams to design and construct statistical models used in decision workflows and analytical insights, including application, information and deal-structure models, risk-based pricing of segments, application conversion modeling, behavioral models used in collections.

·         Advance the quality and capabilities of analytics through statistical methods and tools and analyst training.

o        Utilize statistical methods to differentiate signal from noise within challenging sample size settings.

o        Identify incremental effects of decision factors within high dimensional, correlated data sets.

o        Construct test and learn frameworks and experimental designs.

o        Ensure effective and fast model build and data analytic capabilities.

·         Hands-on construct and analyze models and perform statistical analysis of data.

·         Hire, manage, and retain talent and performance, well-manage resources, value diversity of thought and perspective, and advance company culture as a great place to work.

Required Qualifications/Skillsets:

·         3+ years experience leading modeling initiatives, projects, and teams building and implementing credit risk and pricing statistical models.

·         4+ years in a hands-on statistical model construction role within a credit lending setting; well versed and highly capable in SQL and SAS/R.

·         Highly expert in data manipulation activities.

·         Fluent in the language of credit bureau information and attributes.

·         Experience working with vendors to shape business cases, SOW’s, and contracts for the evaluation, purchase and usage of external data sources.

·         Extremely capable working with credit analysts to translate statistical model predictions and scores into business decision rule sets that are expertly integrated into business workflows.

·         Excellent collaboration and analytical creativity and open-mindedness.

·         Good presentation skills and ability to clearly convey analytical findings and implications for the business, risk concepts, and propose actions and influence and drive positive change.

·         Results focused, takes ownership, highly collaborative, valuing the perspective of others.

Education:

Advanced degree in statistics or closely related fields such as econometrics.

Send resume/questions to mary@analyticsearches.com.